RATS for UNIX 7.10. Run on Apr  7 2010
(c) 1992-2007 Thomas A. Doan. All rights reserved
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Dickey-Fuller Unit Root Test, Series LRGP
Regression Run From 1962:01 to 2009:01
Observations 49
With intercept with 2 lags
T-test statistic      -2.08170
Critical values: 1%= -3.568 5%= -2.921 10%= -2.598

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Dickey-Fuller Unit Root Test, Series LRGP
Regression Run From 1964:01 to 2009:01
Observations 47
With intercept with 4 lags
T-test statistic      -2.24747
Critical values: 1%= -3.574 5%= -2.924 10%= -2.600

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Dickey-Fuller Unit Root Test, Series LRGP
Regression Run From 1968:01 to 2009:01
Observations 43
With intercept with 8 lags
T-test statistic      -2.38097
Critical values: 1%= -3.589 5%= -2.930 10%= -2.603

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Dickey-Fuller Unit Root Test, Series LRGP
Regression Run From 1962:01 to 2009:01
Observations 49
With intercept and trend with 2 lags
T-test statistic      -2.27735
Critical values: 1%= -4.154 5%= -3.502 10%= -3.180

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Dickey-Fuller Unit Root Test, Series LRGP
Regression Run From 1964:01 to 2009:01
Observations 47
With intercept and trend with 4 lags
T-test statistic      -2.37690
Critical values: 1%= -4.163 5%= -3.507 10%= -3.183

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Dickey-Fuller Unit Root Test, Series LRGP
Regression Run From 1968:01 to 2009:01
Observations 43
With intercept and trend with 8 lags
T-test statistic      -2.51520
Critical values: 1%= -4.184 5%= -3.516 10%= -3.188

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Linear Regression - Estimation by Least Squares
Dependent Variable DLRGP
Annual Data From 1962:01 To 2009:01
Usable Observations     48      Degrees of Freedom    46
Centered R**2     0.033708      R Bar **2   0.012702
Uncentered R**2   0.038285      T x R**2       1.838
Mean of Dependent Variable      0.0076060419
Std Error of Dependent Variable 0.1114167712
Standard Error of Estimate      0.1107069099
Sum of Squared Residuals        0.5637769149
Regression F(1,46)                    1.6047
Significance Level of F           0.21161957
Log Likelihood                      38.55409
Durbin-Watson Statistic             1.694480

   Variable                     Coeff       Std Error      T-Stat     Signif
*******************************************************************************
1.  Constant                 0.0046800707 0.0161452470      0.28987  0.77321609
2.  DLRGP{1}                 0.2061599741 0.1627465517      1.26675  0.21161957

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Linear Regression - Estimation by Least Squares
Dependent Variable DLRGP
Annual Data From 1962:01 To 2009:01
Usable Observations     46      Degrees of Freedom    41
 Total Observations     48      Skipped/Missing        2
Centered R**2     0.078659      R Bar **2  -0.011228
Uncentered R**2   0.083752      T x R**2       3.853
Mean of Dependent Variable      0.0083913100
Std Error of Dependent Variable 0.1137957484
Standard Error of Estimate      0.1144328184
Sum of Squared Residuals        0.5368896670
Regression F(4,41)                    0.8751
Significance Level of F           0.48716586
Log Likelihood                      37.09272
Durbin-Watson Statistic             1.763168

   Variable                     Coeff       Std Error      T-Stat     Signif
*******************************************************************************
1.  Constant                  0.007671215  0.017271539      0.44415  0.65926714
2.  DLRGP{1}                  0.287184409  0.181070953      1.58603  0.12041551
3.  DLRGP{2}                 -0.263008149  0.195051339     -1.34840  0.18493032
4.  DLRGP{3}                  0.070870305  0.193977385      0.36535  0.71672573
5.  DLRGP{4}                 -0.125879850  0.185129751     -0.67995  0.50035462

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Linear Regression - Estimation by Least Squares
Dependent Variable DLRGP
Annual Data From 1981:01 To 2009:01
Usable Observations     29      Degrees of Freedom    27
Centered R**2     0.014744      R Bar **2  -0.021747
Uncentered R**2   0.016247      T x R**2       0.471
Mean of Dependent Variable      -0.004737526
Std Error of Dependent Variable  0.123374485
Standard Error of Estimate       0.124708765
Sum of Squared Residuals        0.4199114513
Regression F(1,27)                    0.4041
Significance Level of F           0.53035523
Log Likelihood                      20.25839
Durbin-Watson Statistic             1.673351

   Variable                     Coeff       Std Error      T-Stat     Signif
*******************************************************************************
1.  Constant                 -0.006723415  0.023367625     -0.28772  0.77575536
2.  DLRGP{1}                  0.131792399  0.207334537      0.63565  0.53035523

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Linear Regression - Estimation by Least Squares
Dependent Variable DLRGP
Annual Data From 1981:01 To 2009:01
Usable Observations     29      Degrees of Freedom    24
Centered R**2     0.045281      R Bar **2  -0.113838
Uncentered R**2   0.046737      T x R**2       1.355
Mean of Dependent Variable      -0.004737526
Std Error of Dependent Variable  0.123374485
Standard Error of Estimate       0.130207633
Sum of Squared Residuals        0.4068966675
Regression F(4,24)                    0.2846
Significance Level of F           0.88506795
Log Likelihood                      20.71491
Durbin-Watson Statistic             1.740535

   Variable                     Coeff       Std Error      T-Stat     Signif
*******************************************************************************
1.  Constant                 -0.004415724  0.024808275     -0.17799  0.86022153
2.  DLRGP{1}                  0.221546590  0.241407406      0.91773  0.36789189
3.  DLRGP{2}                 -0.215654297  0.248004185     -0.86956  0.39315514
4.  DLRGP{3}                  0.082734689  0.242165802      0.34164  0.73559158
5.  DLRGP{4}                 -0.077394646  0.229458678     -0.33729  0.73882865

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Linear Regression - Estimation by Least Squares
Dependent Variable LRGP
Annual Data From 1962:01 To 2009:01
Usable Observations     48      Degrees of Freedom    46
Centered R**2     0.751945      R Bar **2   0.746553
Uncentered R**2   0.925431      T x R**2      44.421
Mean of Dependent Variable      -0.328425724
Std Error of Dependent Variable  0.217598274
Standard Error of Estimate       0.109546634
Sum of Squared Residuals        0.5520213887
Regression F(1,46)                  139.4431
Significance Level of F           0.00000000
Log Likelihood                      39.05982
Durbin-Watson Statistic             1.403080

   Variable                     Coeff       Std Error      T-Stat     Signif
*******************************************************************************
1.  Constant                 -0.032891582  0.029603402     -1.11107  0.27231018
2.  LRGP{1}                   0.879482750  0.074478138     11.80860  0.00000000

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Linear Regression - Estimation by Least Squares
Dependent Variable LRGP
Annual Data From 1962:01 To 2009:01
Usable Observations     48      Degrees of Freedom    44
Centered R**2     0.777541      R Bar **2   0.762373
Uncentered R**2   0.933125      T x R**2      44.790
Mean of Dependent Variable      -0.328425724
Std Error of Dependent Variable  0.217598274
Standard Error of Estimate       0.106072656
Sum of Squared Residuals        0.4950619711
Regression F(3,44)                   51.2630
Significance Level of F           0.00000000
Log Likelihood                      41.67351
Durbin-Watson Statistic             1.835316

   Variable                     Coeff       Std Error      T-Stat     Signif
*******************************************************************************
1.  Constant                 -0.058618814  0.034883456     -1.68042  0.09996305
2.  LRGP{1}                   0.817259878  0.087783960      9.30990  0.00000000
3.  DLRGP{1}                  0.388416541  0.172734176      2.24864  0.02959347
4.  DLRGP{2}                 -0.058096266  0.182421934     -0.31847  0.75163380

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Normal Completion. Halt at GOODBYE
